cointegration analyses , please a help .
Posted: Fri Nov 02, 2012 12:36 am
I Want to Scheck a cointegration analyses between the expenditure and revenue of span(%GDP) , i have found that the series are stationary when i do the unit root test with only drift , no trend , nut with trend the two series are not stationary . Then i can do a Johansen test, but i have not found a convenient results, i order the two series, if someone can help please to do the Johansen trace test. Thank you a lot.